-1.9%
POET vs SCCO
+303.5%
-305.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +0.4% | -2.7% | +3.0% | +2.1% |
| 30D | -10.4% | -0.7% | -9.7% | -10.4% |
| 3M | -29.3% | +8.1% | -37.4% | -32.3% |
| 6M | +6.9% | +4.1% | +2.7% | +6.2% |
| YTD | +25.6% | +41.1% | -15.5% | +5.4% |
| 1Y | +49.2% | +95.6% | -46.4% | +6.4% |
| 3Y | +128.4% | +179.3% | -50.8% | +41.5% |
| All | -1.9% | +303.5% | -305.4% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling